+918.9%
NUE vs AMCR
+96.6%
+822.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.7% | -5.0% | +2.3% | -0.6% |
| 30D | -6.1% | -8.0% | +1.9% | -2.9% |
| 3M | +2.2% | +14.3% | -12.0% | -3.9% |
| 6M | +50.8% | +5.3% | +45.4% | +46.0% |
| YTD | +57.5% | +7.7% | +49.8% | +50.4% |
| 1Y | +82.5% | +10.8% | +71.6% | +71.7% |
| 3Y | +61.7% | +9.6% | +52.1% | +50.9% |
| 5Y | +145.1% | -10.2% | +155.3% | +149.9% |
| 10Y | +577.8% | +16.5% | +561.3% | +503.0% |
| All | +918.9% | +96.6% | +822.3% | +778.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling